xinxuyale/HDCI: High Dimensional Confidence Interval Based on Lasso and Bootstrap
Fits regression models on high dimensional data to estimate coefficients and use bootstrap method to obtain confidence intervals. Choices for regression models are Lasso, Lasso+OLS, Lasso partial ridge, Lasso+OLS partial ridge.
Getting started
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Package details |
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| Author | Hanzhong Liu, Xin Xu, Jingyi Jessica Li |
| Maintainer | Xin Xu <xin.xu@yale.edu> |
| License | GNU General Public License version 2 |
| Version | 1.0-2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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